文章基本信息

标题：Improving on minimum risk equivariant and linear minimax estimators of bounded multivariate location parameters
本地全文：下载
作者：ric Marchand ; Amir T. Payandeh Najafabadi.
期刊名称：RevStat : Statistical Journal
印刷版ISSN：1645-6726
出版年度：2010
卷号：8
期号：2
出版社：Instituto Nacional de Estatística
摘要：We propose improvements under squared error loss of the minimum risk equivari- ant and the linear minimax estimators for estimating the location parameter of a p-variate spherically symmetric distribution, with restricted to a ball of radius m centered at the origin. Our construction of explicit improvements relies on a multi- variate version of Kubokawa’s Integral Expression of Risk Difference (IERD) method. Applications are given for univariate distributions, for the multivariate normal, and for scale mixture of multivariate normal distributions.
关键词：decision theory; spherical symmetric distribution; restricted parameter; minimum risk equivariant estimator; linear minimax estimator; dominating estimators; squared error loss